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Evolution problems in spaces of probability measures Export

Physica D: Nonlinear Phenomena (01 February 2009)

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stochastic-discrete-damage

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This is a short survey paper on the application of Monge’s theory of optimal mass transportation to evolution problems of a gradient type, in the case when the natural state space is the space of probability measures. This occurs for instance for Fokker–Planck equations, and optimal mass transportation methods provide, in this setting, very general existence and stability results.


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